CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 545-0 541-0 -4-0 -0.7% 592-0
High 550-0 548-0 -2-0 -0.4% 592-0
Low 538-4 539-4 1-0 0.2% 551-0
Close 538-4 543-2 4-6 0.9% 555-0
Range 11-4 8-4 -3-0 -26.1% 41-0
ATR 14-1 13-7 -0-3 -2.3% 0-0
Volume 11,583 16,270 4,687 40.5% 62,487
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 569-1 564-5 547-7
R3 560-5 556-1 545-5
R2 552-1 552-1 544-6
R1 547-5 547-5 544-0 549-7
PP 543-5 543-5 543-5 544-6
S1 539-1 539-1 542-4 541-3
S2 535-1 535-1 541-6
S3 526-5 530-5 540-7
S4 518-1 522-1 538-5
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 689-0 663-0 577-4
R3 648-0 622-0 566-2
R2 607-0 607-0 562-4
R1 581-0 581-0 558-6 573-4
PP 566-0 566-0 566-0 562-2
S1 540-0 540-0 551-2 532-4
S2 525-0 525-0 547-4
S3 484-0 499-0 543-6
S4 443-0 458-0 532-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 571-0 538-4 32-4 6.0% 10-0 1.8% 15% False False 15,695
10 602-4 538-4 64-0 11.8% 11-0 2.0% 7% False False 17,508
20 666-0 538-4 127-4 23.5% 10-7 2.0% 4% False False 16,881
40 723-4 538-4 185-0 34.1% 12-2 2.3% 3% False False 15,568
60 723-4 538-4 185-0 34.1% 11-0 2.0% 3% False False 12,637
80 723-4 538-4 185-0 34.1% 10-6 2.0% 3% False False 11,303
100 723-4 538-4 185-0 34.1% 9-6 1.8% 3% False False 9,735
120 723-4 538-4 185-0 34.1% 9-1 1.7% 3% False False 8,662
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584-1
2.618 570-2
1.618 561-6
1.000 556-4
0.618 553-2
HIGH 548-0
0.618 544-6
0.500 543-6
0.382 542-6
LOW 539-4
0.618 534-2
1.000 531-0
1.618 525-6
2.618 517-2
4.250 503-3
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 543-6 545-6
PP 543-5 544-7
S1 543-3 544-1

These figures are updated between 7pm and 10pm EST after a trading day.

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